Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47794.98 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46400.06 Kr¶

PnL: ---------------------------------------> -488.51 Kr¶

DD now: ---------------------------------> -1.717 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 11:31:03.946542'

Anic Portfolio¶

Today¶

Return: 1.016 %¶

This Week¶

Return: 0.55 %¶

Total¶

Return: 56.468 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 5.900000 3265.600000 294.600000 9.920000 2971.000006
HEBA B 70 0.510000 2747.500000 111.500000 4.230000 2636.000010
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
SAAB B 8 0.540000 3444.800000 67.800000 2.010000 3377.000000
Corem Property Group B 59 2.410000 625.990000 48.990000 8.490000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.060000 386.000000 31.000000 8.730000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Resurs Holding 22 4.350000 601.480000 27.480000 4.790000 573.999998
AcadeMedia 12 0.370000 581.520000 24.520000 4.400000 557.000004
MedCap 2 0.680000 443.000000 22.000000 5.230000 421.000000
Boozt 12 3.030000 1674.000000 20.000000 1.210000 1653.999996
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
HMS Networks 2 0.170000 687.600000 14.600000 2.170000 673.000000
Intrum 4 0.670000 539.800000 12.800000 2.430000 527.000000
Coor Service Management Hold. 8 1.890000 540.000000 8.000000 1.500000 532.000000
Sampo Oyj SDB 7 1.850000 3857.000000 7.000000 0.180000 3850.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Swedbank A 3 0.670000 566.700000 2.700000 0.480000 564.000000
Essity B 2 0.880000 576.200000 2.200000 0.380000 574.000000
Creaspac SPAC 6 0.420000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.500000 243.360000 -2.640000 -1.070000 246.000000
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
Securitas B 6 0.490000 566.520000 -3.480000 -0.610000 570.000000
Nordea Bank Abp 29 0.710000 3445.200000 -8.800000 -0.250000 3453.999992
CTEK 13 1.260000 523.900000 -10.100000 -1.890000 533.999999
Karnov Group 9 1.040000 522.900000 -13.100000 -2.440000 536.000004
Midsona B 63 1.380000 555.660000 -27.340000 -4.690000 582.999984
International Petroleum Corp. 5 0.560000 541.500000 -53.070000 -8.930000 594.565215
Vivesto 1368 0.100000 559.240000 -53.760000 -8.770000 612.999432
Axfood 13 -0.110000 3637.400000 -118.600000 -3.160000 3756.000001
OX2 18 3.280000 1473.300000 -190.700000 -11.460000 1663.999992
Fasadgruppen Group 35 -0.620000 3391.500000 -419.500000 -11.010000 3810.999990
Ovzon 52 0.540000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46400.060000 -488.510000 -1.71687% 46888.564618

Updated:¶

'2023-01-20 11:31:16.644412'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶